Interest Rates Products

 
 
November Options Review
Repo Interest Rate Benchmark
Tick Size Reduced
How FOMC Statements
Shape Liquidity
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.710 0 99.710 99.710 99.710 92
Eurodollar GEM5 Jun 2015 99.540 -0.005 99.540 99.540 99.540 6
Eurodollar GEU5 Sep 2015 99.315 -0.01 99.315 99.315 99.315 12
Eurodollar GEZ5 Dec 2015 99.050 -0.015 99.055 99.055 99.050 1101
Eurodollar GEH6 Mar 2016 98.785 -0.015 98.790 98.790 98.785 175
Eurodollar GEM6 Jun 2016 98.535 -0.01 98.545 98.545 98.535 236
Eurodollar GEU6 Sep 2016 98.295 -0.015 98.305 98.305 98.295 166
Eurodollar GEZ6 Dec 2016 98.090 -0.01 98.090 98.090 98.090 155
10-Year U.S. Treasury Note ZNH5 Mar 2015 126'210 -0'015 126'230 126'235 126'205 1209
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.710 0 99.710 99.710 99.710 92
Eurodollar GEM5 Jun 2015 99.540 -0.005 99.540 99.540 99.540 6
Eurodollar GEU5 Sep 2015 99.315 -0.01 99.315 99.315 99.315 12
Eurodollar GEZ5 Dec 2015 99.050 -0.015 99.055 99.055 99.050 1101
Eurodollar GEH6 Mar 2016 98.785 -0.015 98.790 98.790 98.785 175
Eurodollar GEM6 Jun 2016 98.535 -0.01 98.545 98.545 98.535 236
Eurodollar GEU6 Sep 2016 98.295 -0.015 98.305 98.305 98.295 166
Eurodollar GEZ6 Dec 2016 98.090 -0.01 98.090 98.090 98.090 155
30-Day Federal Funds ZQG5 Feb 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 165'03 +0'02 165'06 165'06 165'01 45
U.S. Treasury Bond ZBH5 Mar 2015 144'18 -0'01 144'22 144'22 144'18 329
10-Year U.S. Treasury Note ZNH5 Mar 2015 126'210 -0'015 126'230 126'235 126'205 1209
5-Year U.S. Treasury Note ZFH5 Mar 2015 118'230 -0'010 118'240 118'240 118'227 1012
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'077 -0'002 109'080 109'080 109'075 576
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 - - - - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.